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Sah Telee, Lal Babu
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Bayesian Approach of Modified Half - Cauchy Chen Distribution Sah Telee, Lal Babu; Chaudhary, Arun Kumar; Karki, Murari
Journal of Multidisciplinary Science: MIKAILALSYS Vol 3 No 1 (2025): Journal of Multidisciplinary Science: MIKAILALSYS
Publisher : Darul Yasin Al Sys

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58578/mikailalsys.v3i1.5124

Abstract

In this article, we explore a Bayesian framework for parameter estimation and model evaluation using a specific probability model, referred to as the MHCC Distribution. The model defines the likelihood of observed data through parameters α, β, and θ. We employ both Gibbs sampling and Stan, a state-of-the-art platform for Bayesian statistical modeling, to estimate the parameters of the model. A key focus is on validating the model through posterior predictive checks. Our analysis also includes a detailed evaluation of model diagnostics, including trace plots, autocorrelation plots, and Gelman-Rubin convergence diagnostics. The goal of this work is to provide a comprehensive approach to model fitting, diagnostics, and validation in Bayesian inference.
Co-Authors Chaudhary, Arun Kumar Karki, Murari